Global convergence of algorithms with nonmonotone line search strategy in unconstrained optimization
Let \(f: \mathbb{R}^{n}\rightarrow \mathbb{R}\) be a continuously differentiable function. For the unconstrained optimization problem \[ \min f(x), x \in \mathbb{R}^{n}, \] the author studies some methods generating an approximation sequence \((x_{k})\) by the iteration process \[ x_{k+1} =x_{k} + \alpha_{k}d_{k}, k=0,1\dots, \] with some given starting points \(x_{0}\in \mathbb{R}^{n}\). If the sequence \((f(x_{k}))\) is monotone, then the line search strategy is called monotone. The focus of this paper are nonmonotone line search strategies; the hypotheses do not force the sequence \((f(x_{k}))\) to be monotone. The author proves that the nonmonotone Wolfe line search strategy is \(M\)-efficient and that the Armijo line search strategy is semi-\(M\)-efficient. Using these results he shows the global convergence of the Broyden-Fletcher-Goldfarb-Shannon method with nonmonotone line search strategy.
- An inexact line search approach using modified nonmonotone strategy for unconstrained optimization
- Global convergence of nonmonotone descent methods for unconstrained optimization problems
- A nonmonotone line search method and its convergence for unconstrained optimization
- Global convergence of a memory gradient method with nonmonotone technique for unconstrained optimization
- A globally convergent BFGS method with nonmonotone line search for non-convex minimization
- A class of nonmonotone conjugate gradient methods for unconstrained optimization
- A class on nonmonotone stabilization methods in unconstrained optimization
- A new approach to variable metric algorithms
- A Nonmonotone Line Search Technique for Newton’s Method
- An Assessment of Nonmonotone Linesearch Techniques for Unconstrained Optimization
- Convergence Conditions for Ascent Methods
- Convergence of the nonmonotone Perry and Shanno method for optimization
- Descent Property and Global Convergence of the Fletcher—Reeves Method with Inexact Line Search
- Effiziente Schrittweitenfunktionen bei unrestringierten Optimierungsaufgaben
- Global convergece of the bfgs algorithm with nonmonotone linesearch∗∗this work is supported by national natural science foundation$ef:
- Global convergence analysis of a new nonmonotone BFGS algorithm on convex objective functions
- scientific article; zbMATH DE number 3526471 (Why is no real title available?)
- scientific article; zbMATH DE number 686911 (Why is no real title available?)
- Minimization of functions having Lipschitz continuous first partial derivatives
- On the Convergence of the Variable Metric Algorithm
- Variable metric methods of minimisation
- Über die globale Konvergenz von Variable-Metrik-Verfahren mit nicht- exakter Schrittweitenbestimmung
- Convergence of nonmonotone line search method
- Global convergence of a curvilinear search for non-convex optimization
- Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise
- A nonmonotone PSB algorithm for solving unconstrained optimization
- On the forward-backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems
This page was built for publication: Global convergence of algorithms with nonmonotone line search strategy in unconstrained optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1411546)
